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  • Search: subject:"G.A.R.C.H."
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Subject
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Emerging economies 3 Schwellenländer 3 Aktienmarkt 2 CAPM 2 Option pricing theory 2 Optionspreistheorie 2 Stock market 2 Volatility 2 Volatilität 2 A.R.C.H 1 A.R.C.H.-LM 1 ARCH model 1 ARCH-Modell 1 Asia 1 Asien 1 Capital income 1 Cointegration 1 Croatia 1 Estimation 1 Estimation theory 1 Financial crisis 1 Financial market 1 Finanzkrise 1 Finanzmarkt 1 G.A.R.C.H 1 G.A.R.C.H. 1 G.A.R.C.H. diffusion model 1 G.A.R.C.H.-B.E.K.K. model 1 G.A.R.C.h. diffusion model 1 Holiday effect 1 Hong Kong 1 Hongkong 1 Hungary 1 Index futures 1 Index-Futures 1 International financial market 1 Internationaler Finanzmarkt 1 Kapitaleinkommen 1 Kointegration 1 Kroatien 1
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Undetermined 4
Type of publication
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Article 5
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 5
Author
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Wu, Xinyu 2 Ahmed, Rizwan Raheem 1 Anđeli´c, Goran 1 Ayub, Usman 1 Channar, Zahid Ali 1 Gulzar, Saqib 1 Hui, Xiaofeng 1 Kayani, Ghulam Mujtaba 1 Li, Xindan 1 Milošević, Marko 1 Rafique, Amir 1 Vidaković, Slobodan 1 Vveinhardt, Jolita 1 Wang, Shouyang 1 Xie, Haibin 1 Zhou, Hailin 1 Đakovi´c, Vladimir 1 Štreimikienė, Dalia 1
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Economic research 5
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ECONIS (ZBW) 5
Showing 1 - 5 of 5
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The influence of holiday effect on the rate of return of emerging markets : a case study of Slovenia, Croatia and Hungary
Milošević, Marko; Anđeli´c, Goran; Vidaković, Slobodan - In: Economic research 32 (2019) 1,3, pp. 2354-2376
Persistent link: https://www.econbiz.de/10012584324
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Probability weighting functions obtained from Hong Kong index option market
Wu, Xinyu; Xie, Haibin; Li, Xindan - In: Economic research 32 (2019) 1,2, pp. 1922-1943
Persistent link: https://www.econbiz.de/10012435281
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Mean reversion in international markets : evidence from G.A.R.C.H. and half-life volatility models
Ahmed, Rizwan Raheem; Vveinhardt, Jolita; … - In: Economic research 31 (2018) 1,2, pp. 1198-1217
Persistent link: https://www.econbiz.de/10012391404
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Estimation of market prices of risks in the G.A.R.C.H. diffusion model
Wu, Xinyu; Zhou, Hailin; Wang, Shouyang - In: Economic research 31 (2018) 1,1, pp. 15-36
Persistent link: https://www.econbiz.de/10012311929
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Financial cointegration and spillover effect of global financial crisis : a study of emerging Asian financial markets
Gulzar, Saqib; Kayani, Ghulam Mujtaba; Hui, Xiaofeng; … - In: Economic research 32 (2019) 1,1, pp. 187-218
Persistent link: https://www.econbiz.de/10012387549
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